Anic Equity¶

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Total return since start: 0.62 %¶

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Equity now: -----------------------------> 49488.25 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45427.04 Kr¶

PnL: ---------------------------------------> 371.04 Kr¶

DD now: ---------------------------------> -6.837 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:59:11.335644'

Anic Portfolio¶

Today¶

Return: 1.258 %¶

This Week¶

Return: 0.375 %¶

Total portfolio value¶

Return including deposits: 62.012 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.850000 1674.900000 205.900000 14.020000 1468.999998
Sedana Medical 93 5.430000 2708.160000 187.160000 7.420000 2521.000011
Orrön Energy 180 5.470000 2169.000000 126.000000 6.170000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 3.940000 990.000000 55.000000 5.880000 935.000000
JM 6 3.550000 909.000000 45.000000 5.210000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.780000 833.600000 41.600000 5.250000 792.000000
Sagax B 4 3.280000 895.200000 41.200000 4.820000 854.000000
Hoist Finance 35 1.220000 1016.750000 36.750000 3.750000 980.000000
Hexatronic Group 12 2.380000 991.200000 24.200000 2.500000 966.999996
Bilia A 8 1.960000 917.600000 17.600000 1.960000 900.000000
Gränges 9 1.650000 943.200000 15.200000 1.640000 927.999999
BioGaia B 8 1.110000 944.800000 14.800000 1.590000 930.000000
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
AcadeMedia 8 0.400000 402.400000 0.400000 0.100000 402.000000
EQT 4 0.430000 831.600000 -0.400000 -0.050000 832.000000
OX2 13 0.830000 948.350000 -1.650000 -0.170000 949.999999
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 -0.700000 770.400000 -8.600000 -1.100000 779.000001
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Alimak Group 11 -0.360000 914.100000 -13.900000 -1.500000 927.999996
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.470000 909.000000 -31.000000 -3.300000 940.000000
Addnode Group B 11 -2.010000 883.300000 -37.700000 -4.090000 921.000003
Vitec Software Group B 2 0.670000 1049.000000 -38.000000 -3.500000 1087.000000
Latour B 4 -0.150000 816.800000 -40.200000 -4.690000 857.000000
Indutrade 5 1.250000 1175.500000 -42.500000 -3.490000 1218.000000
Hexagon B 26 0.310000 3400.800000 -60.200000 -1.740000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.480000 1037.400000 -71.600000 -6.460000 1109.000001
BHG Group 97 1.720000 1378.370000 -80.630000 -5.530000 1458.999989
TOTAL 45427.040000 371.040000 -6.83749% 45056.000411

Updated:¶

'2023-07-04 12:59:28.111372'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶